Age of Empires 2 hands down. 3 more attractive and less substance. Guys, you do not believe it, but in 10th grade world history class, many more all my knowledge came from the game, and previous knowledge.
My all time favorite strategic computer was President Elect. I first got it for the Commodore 64 and I had all kinds of fun playing against the computer. You could set up all kinds of difference scenarios for running a Presidential campaign, with different candidates. I wish they had a currrent version, with every candidate who ever ran, or at least the ones from 1960 to 2008. I'd play that all day long.
i started with Tropico and nowadays i have access to tropico 3 and that is my favourite strategic game.
my favorite strategy games are age of mythology, age of empires and lord of the rings-war of the ring
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I've been playing alot of Sins of a Solar Empire recently, I love the scale. Though the stories of the command & conquer games probably always hook me in the most. When it comes to simpler games I think Mushroom Wars takes the crown, such quick intense multiplayer and fun visuals.
I really liked that Wild ARMs for the PSP. It was more of a puzzle than a strategic game, to be honest. Or rather, a strategic game that was to be approached like solving a puzzle :>.